+5.1%
GNRC vs Z
-58.8%
+64.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.2% |
| 7D | +1.9% | -3.0% | +4.9% | +1.6% |
| 30D | -13.8% | -4.2% | -9.6% | -14.0% |
| 3M | -32.6% | -3.7% | -28.9% | -31.8% |
| 6M | -15.2% | -24.5% | +9.3% | -15.0% |
| YTD | +37.4% | -49.3% | +86.7% | +42.5% |
| 1Y | +5.1% | -58.7% | +63.8% | +12.9% |
| All | +5.1% | -58.8% | +64.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling